Anic Equity¶

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Total return since start: 0.619 %¶

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Equity now: -----------------------------> 49454.88 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45393.67 Kr¶

PnL: ---------------------------------------> 337.67 Kr¶

DD now: ---------------------------------> -6.9 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:20:37.141541'

Anic Portfolio¶

Today¶

Return: 1.19 %¶

This Week¶

Return: 0.308 %¶

Total portfolio value¶

Return including deposits: 61.903 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.520000 1686.060000 217.060000 14.780000 1468.999998
Sedana Medical 93 6.440000 2734.200000 213.200000 8.460000 2521.000011
Orrön Energy 180 4.110000 2141.100000 98.100000 4.800000 2043.000000
Platzer Fastigheter Holding B 12 4.330000 1011.600000 50.600000 5.270000 960.999996
Sagax B 4 3.280000 895.200000 41.200000 4.820000 854.000000
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
Catena 2 2.640000 824.400000 32.400000 4.090000 792.000000
Atrium Ljungberg B 5 1.520000 967.000000 32.000000 3.420000 935.000000
JM 6 1.570000 891.600000 27.600000 3.190000 864.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
Hexatronic Group 12 1.760000 985.200000 18.200000 1.880000 966.999996
Gränges 9 1.840000 945.000000 17.000000 1.830000 927.999999
Byggmax Group 33 1.520000 967.560000 11.560000 1.210000 956.000001
BioGaia B 8 0.680000 940.800000 10.800000 1.160000 930.000000
HEXPOL B 9 -0.180000 1026.000000 5.000000 0.490000 1020.999996
Bilia A 8 0.530000 904.800000 4.800000 0.530000 900.000000
Clas Ohlson B 12 0.250000 976.800000 3.800000 0.390000 972.999996
EQT 4 0.870000 835.200000 3.200000 0.380000 832.000000
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
Biotage 7 -0.590000 937.300000 -3.700000 -0.390000 940.999997
ASSA ABLOY B 3 -0.230000 774.000000 -5.000000 -0.640000 779.000001
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
OX2 13 0.280000 943.150000 -6.850000 -0.720000 949.999999
VEF 909 0.900000 1834.360000 -15.640000 -0.850000 1850.000436
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 -2.150000 912.000000 -28.000000 -2.980000 940.000000
Latour B 4 0.440000 821.600000 -35.400000 -4.130000 857.000000
Addnode Group B 11 -1.890000 884.400000 -36.600000 -3.970000 921.000003
Vitec Software Group B 2 0.770000 1050.000000 -37.000000 -3.400000 1087.000000
Indutrade 5 1.640000 1180.000000 -38.000000 -3.120000 1218.000000
Hexagon B 26 0.350000 3402.100000 -58.900000 -1.700000 3461.000010
Bufab 3 -0.280000 1050.000000 -59.000000 -5.320000 1109.000001
BHG Group 97 2.290000 1386.130000 -72.870000 -4.990000 1458.999989
INVISIO 16 0.000000 3600.000000 -89.000000 -2.410000 3689.000000
TOTAL 45372.710000 316.710000 -6.93977% 45056.000411

Updated:¶

'2023-07-04 10:18:42.021214'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶